-16.3%
SOUN vs IJR
+49.7%
-66.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.5% |
| 7D | -6.8% | -2.3% | -4.5% | -2.8% |
| 30D | -15.2% | -4.7% | -10.6% | -7.5% |
| 3M | -7.0% | +2.1% | -9.1% | -10.2% |
| 6M | -20.5% | +13.9% | -34.4% | -36.7% |
| YTD | -37.0% | +18.2% | -55.2% | -52.8% |
| 1Y | -55.3% | +21.8% | -77.1% | -67.9% |
| 3Y | +173.0% | +52.2% | +120.9% | +52.0% |
| All | -16.3% | +49.7% | -66.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IJR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling